Construct workable datasets from web data and applied various machine learning methods to predict future oil price
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Updated
Nov 22, 2019 - Jupyter Notebook
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return-forecast
Here are 2 public repositories matching this topic...
Code to generate all tables and figures of "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios", Critical Finance Review (forthcoming).
machine-learning asset-pricing predictability return-forecast out-of-sample equity-premium book-to-markets
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Updated
Sep 1, 2021 - Jupyter Notebook
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